+9,154.8%
CSCO vs LNG
+1,178.8%
+7,976.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -0.8% |
| 30D | -10.1% | +14.9% | -25.0% | -10.6% |
| 3M | -15.7% | +21.4% | -37.1% | -16.4% |
| 6M | +36.3% | +17.8% | +18.5% | +35.3% |
| YTD | +43.8% | +51.3% | -7.5% | +41.4% |
| 1Y | +63.9% | +24.4% | +39.5% | +62.3% |
| 3Y | +104.4% | +79.7% | +24.7% | +99.3% |
| 5Y | +111.4% | +241.3% | -130.0% | +100.6% |
| 10Y | +361.7% | +603.1% | -241.5% | +324.7% |
| All | +9,154.8% | +1,178.8% | +7,976.0% | +6,718.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling